+3,616.8%
CLS vs AGI
+389.1%
+3,227.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.6% |
| 7D | +5.0% | -5.4% | +10.3% | +6.5% |
| 30D | +4.8% | +6.6% | -1.9% | +2.8% |
| 3M | -10.4% | +8.2% | -18.6% | -13.1% |
| 6M | +20.8% | -29.3% | +50.1% | +31.1% |
| YTD | +10.0% | -7.4% | +17.4% | +10.6% |
| 1Y | +28.5% | +7.9% | +20.6% | +24.5% |
| 3Y | +1,292.2% | +206.2% | +1,086.0% | +955.6% |
| 5Y | +3,616.8% | +397.6% | +3,219.2% | +2,531.1% |
| All | +3,616.8% | +389.1% | +3,227.7% | +2,531.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling